Transaction in Own Shares

BH Macro Limited (the "Company")

(a closed-ended collective investment scheme established as a company with limited liability under the laws of Guernsey with registered number 46235)

Transaction in Own Shares

21 March 2024

BH Macro Limited (the Company) announces today it has purchased the following number of its ordinary shares on the London Stock Exchange from J.P. Morgan Securities plc:

Ordinary Shares: - Share Class	Sterling	Sterling
Date of purchase:	21 March 2024	21 March 2024
Number of ordinary shares purchased:	83,119	90,000
Lowest price per share	330	330
Highest price per share	331	331.5
Trading venue	JPSI	LSE
Aggregate volume per date per trading venue:	83,119	90,000
Weighted average price per day per trading venue:	330.6015	330.4887

The Company intends to hold the purchased shares in treasury.

Following the above share transactions of the relevant US Dollar and Sterling Shares, the total number of shares in issue in each share class of the Company will be as follows:

Ordinary Shares in issue (excluding Treasury)	Ordinary Shares held in Treasury
362,246,135 Sterling Shares	11,361,404 Sterling Shares
29,759,638 Dollar Shares	Nil Dollar Shares